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'2023-07-04 09:34:55.340237'

'2023-07-04 09:33:24.319593'

None

'2023-06-15'

'2023-07-26'

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	0.630000	1671.300000	202.300000	13.770000	1468.999998
Sedana Medical	93	5.290000	2704.440000	183.440000	7.280000	2521.000011
Orrön Energy	180	4.860000	2156.400000	113.400000	5.550000	2043.000000
Platzer Fastigheter Holding B	12	2.100000	990.000000	29.000000	3.020000	960.999996
Sagax B	4	1.620000	880.800000	26.800000	3.140000	854.000000
Atrium Ljungberg B	5	0.890000	961.000000	26.000000	2.780000	935.000000
Sagax A	4	2.330000	880.000000	26.000000	3.040000	854.000000
Hoist Finance	35	-0.170000	1002.750000	22.750000	2.320000	980.000000
Catena	2	1.340000	814.000000	22.000000	2.780000	792.000000
Hexatronic Group	12	1.930000	986.880000	19.880000	2.060000	966.999996
JM	6	0.680000	883.800000	19.800000	2.290000	864.000000
Gränges	9	1.260000	939.600000	11.600000	1.250000	927.999999
BioGaia B	8	0.510000	939.200000	9.200000	0.990000	930.000000
Byggmax Group	33	1.040000	962.940000	6.940000	0.730000	956.000001
Biotage	7	0.220000	945.000000	4.000000	0.430000	940.999997
AcadeMedia	8	0.900000	404.400000	2.400000	0.600000	402.000000
Clas Ohlson B	12	0.060000	975.000000	2.000000	0.210000	972.999996
Bilia A	8	0.090000	900.800000	0.800000	0.090000	900.000000
EQT	4	0.530000	832.400000	0.400000	0.050000	832.000000
HEXPOL B	9	-0.700000	1020.600000	-0.400000	-0.040000	1020.999996
ASSA ABLOY B	3	-0.390000	772.800000	-6.200000	-0.800000	779.000001
Alimak Group	11	0.480000	921.800000	-6.200000	-0.670000	927.999996
OX2	13	0.210000	942.500000	-7.500000	-0.790000	949.999999
SKF B	5	-0.720000	925.250000	-14.750000	-1.570000	940.000000
Creaspac SPAC	39	0.110000	3701.100000	-16.900000	-0.450000	3717.999987
VEF	909	0.800000	1832.540000	-17.460000	-0.940000	1850.000436
Nordic Waterproofing Holding	7	0.000000	943.600000	-23.400000	-2.420000	966.999999
Addnode Group B	11	-1.280000	889.900000	-31.100000	-3.380000	921.000003
Latour B	4	0.200000	819.600000	-37.400000	-4.360000	857.000000
Vitec Software Group B	2	0.670000	1049.000000	-38.000000	-3.500000	1087.000000
Indutrade	5	1.290000	1176.000000	-42.000000	-3.450000	1218.000000
Hexagon B	26	0.350000	3402.100000	-58.900000	-1.700000	3461.000010
Bufab	3	-0.460000	1048.200000	-60.800000	-5.480000	1109.000001
BHG Group	97	1.430000	1374.490000	-84.510000	-5.790000	1458.999989
INVISIO	16	-0.220000	3592.000000	-97.000000	-2.630000	3689.000000
TOTAL			45242.190000	186.190000	-7.18548%	45056.000411

Anic Equity¶

Total return since start: 0.614 %¶

Equity now: -----------------------------> 49300.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45239.01 Kr¶

PnL: ---------------------------------------> 183.01 Kr¶

DD now: ---------------------------------> -7.191 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

Anic Portfolio¶

Today¶

Return: 0.873 %¶

This Week¶

Return: -0.006 %¶

Total portfolio value¶

Return including deposits: 61.396 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

Updated:¶

Last optimization/rebalancing:¶

Next optimization/rebalancing:¶

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶